Analisis Integrasi Pasar Cabai Rawit Menggunakan Model Vector Autoregressive (VAR) (Studi Kasus: Harga Cabai Rawit di Kabupaten Blitar, Sampang, dan Lumajang)

Aini, Dian Nur (2018) Analisis Integrasi Pasar Cabai Rawit Menggunakan Model Vector Autoregressive (VAR) (Studi Kasus: Harga Cabai Rawit di Kabupaten Blitar, Sampang, dan Lumajang). Undergraduate thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

Cabai merah maupun cabai rawit merupakan salah satu komoditi sayuran yang mempunyai nilai ekonomi yang cukup tinggi dan cukup strategis. Sehingga untuk menjaga kestabilan harga cabai rawit dan ketersediannya di 3 kabupaten di Provinsi Jawa Timur, diperlukan adanya kajian integrasi pasar menggunakan model VAR. Pada penelitian ini pemodelan VAR digunakan untuk analisis hubungan antar harga produsen cabai rawit di Kabupaten Blitar, Sampang, dan Lumajang dengan Forecast Error Decomposition of Variance, kemudian uji Granger Causality digunakan untuk mendapatkan hubungan kausalitas antara harga produsen dengan harga konsumen cabai rawit di Kabupaten Blitar, Sampang, dan Lumajang. Didapatkan model VAR untuk harga cabai rawit antar pasar produsen adalah model VAR(1) dan hubungan kausalitas antara harga produsen dengan harga konsumen cabai rawit terjadi secara dua arah hanya pada harga cabai Kabupaten Blitar sedangkan untuk harga cabai Kabupaten Sampang dan Lumajang terjadi hubungan kausalitas satu arah.======================================================= Red chilli and cayenne pepper is one of vegetable commodities that have high economic value and strategic enough. So to maintain the stability of the price and its availability in 3 region in East Java Province, it is necessary to study the market integration using VAR model. In this research, VAR model is used to analyze the relationship between the price of chili pepper producers in Blitar, Sampang, and Lumajang Regency with Forecast Error Decomposition of Variance and the Granger Causality test is used to obtain causality relationship between the price of producers and the chili pepper consumers in Blitar, Sampang, and Lumajang Regency. Obtained VAR model for the price between chili pepper producer market is model of VAR (1) and causality relationship between producer price and consumer price of chili pepper happened in two way only at chili price of Blitar while for price of chili Sampang and Lumajang happened one way causality relationship.

Item Type: Thesis (Undergraduate)
Additional Information: RSMa 519.536 Nur a
Uncontrolled Keywords: Cabai Rawit, Integrasi Pasar, Model VAR, Kausalitas
Subjects: Q Science > QA Mathematics > QA276 Mathematical statistics. Time-series analysis. Failure time data analysis. Survival analysis (Biometry)
Q Science > QA Mathematics > QA278.2 Regression Analysis. Logistic regression
Q Science > QA Mathematics > QA278 Cluster Analysis. Multivariate analysis. Correspondence analysis (Statistics)
Divisions: Faculty of Mathematics, Computation, and Data Science > Mathematics > 44201-(S1) Undergraduate Thesis
Depositing User: Dian Nur'Aini
Date Deposited: 17 Dec 2020 06:53
Last Modified: 17 Dec 2020 06:53
URI: https://repository.its.ac.id/id/eprint/58823

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